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returns
2011 Apr 10
5
Question about levels/as.numeric
...ill new to R and this is my first post on this mailing-list.
I have two .csv (each one being a column of real numbers) coming from the
same database (the first one is just longer than the second) and I read them
in R the following way:
returns <- read.csv("test.csv", header = FALSE)
returns2 <- read.csv("test2.csv", header = FALSE)
However, the two objects clearly don't seem to be equivalent:
> returns[2528:2537,1]
[1] -0.002206 0.115696 -0.015192 0.008719 -0.004654 -0.010688 0.009453
0.002676 0.001334 -0.011326
7470 Levels: -0.000078 -0.000085 -0.000086 -0....
2009 Mar 23
1
Basic regression output question
...particular column or row, how do I do this? Code
such as (coef(summary(lm(t(returns)~factors)))[50])[1,4], which works
when I have only one response variable, returns me an error.
Thanks in advance
Lewis
EXAMPLE CODE
factors<-matrix(runif(400),nrow=40)
returns1<-matrix(runif(40),nrow=1)
returns2<-matrix(runif(2000),nrow=50)
coef(summary(lm(t(returns1)~factors)))[1,4]
[1] 0.01062590
(coef(summary(lm(t(returns2)~factors)))[50])
Response Y50 :
Estimate Std. Error t value Pr(>|t|)
(Intercept) 0.54829326 0.3230444 1.69726923 0.1003545
factors1 0.08225028 0.1...